+1,796.7%
PWR vs P
+691.2%
+1,105.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -11.2% | -13.3% | +2.1% | -7.4% |
| 30D | -17.4% | -34.0% | +16.6% | -7.7% |
| 3M | -11.7% | +4.1% | -15.8% | -13.4% |
| 6M | -21.7% | +30.5% | -52.2% | -28.6% |
| YTD | +38.3% | +52.2% | -13.9% | +20.0% |
| 1Y | +29.6% | +10.3% | +19.3% | +20.3% |
| 3Y | +236.1% | +180.9% | +55.3% | +131.4% |
| 5Y | +406.3% | +259.7% | +146.6% | +218.1% |
| 10Y | +1,796.7% | +652.6% | +1,144.1% | +865.5% |
| All | +1,796.7% | +691.2% | +1,105.6% | +865.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling